Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 649.757888 665.527712 681.042223 697.449917 714.304954 731.110191 749.128535
2026-02-08 628.754217 651.909060 674.998767 699.750207 725.530413 751.589666 779.921988
2026-02-15 613.652588 641.871875 670.287803 701.048786 733.411801 766.453891 802.745683
2026-02-22 601.740353 634.024598 666.798591 702.568064 740.517220 779.588018 822.869099
2026-03-01 591.154956 626.845409 663.334399 703.443303 746.309553 790.767384 840.386285
2026-03-08 581.120221 619.724677 659.443792 703.383536 750.654645 800.005460 855.458749
2026-03-15 573.515700 614.820065 657.565072 705.131321 756.615541 810.692884 871.837503
2026-03-22 565.332849 608.976966 654.386594 705.193590 760.495379 818.911035 885.344507
2026-03-29 559.357858 605.280359 653.302772 707.309283 766.406220 829.164210 900.928132
2026-04-05 554.568703 602.679041 653.230734 710.358594 773.186413 840.244936 917.327136
2026-04-12 549.209668 599.279619 652.128905 712.128432 778.429655 849.535875 931.676125
2026-04-19 545.578487 597.639887 652.830567 715.765966 785.631299 860.907333 948.280574
2026-04-26 541.214890 595.089764 652.442918 718.124116 791.361738 870.625188 963.053054
2026-05-03 537.175776 592.785822 652.225609 720.577083 797.118935 880.317177 977.767862
2026-05-10 532.579488 589.749651 651.093709 721.913781 801.546286 888.463939 990.709602
2026-05-17 528.373657 587.050507 650.246977 723.484587 806.163479 896.769938 1003.800191
2026-05-24 523.905590 583.963199 648.880208 724.389251 809.960240 904.101359 1015.756368
2026-05-31 518.964792 580.252337 646.729118 724.327474 812.592579 910.062950 1026.118211
2026-06-07 515.481393 578.114608 646.282960 726.134092 817.293257 918.332352 1039.099926
2026-06-14 510.972647 574.736930 644.364113 726.198458 819.950128 924.233591 1049.341847
2026-06-21 508.034904 573.086401 644.349575 728.385395 824.994132 932.835539 1062.688507
2026-06-28 505.852251 572.246395 645.212255 731.537438 831.117885 942.663562 1077.464248
2026-07-05 502.902949 570.473811 644.961815 733.366928 835.684972 950.684070 1090.147445